Elliptical families and copulas: tilting and premium; capital allocation (Q3077728)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elliptical families and copulas: tilting and premium; capital allocation |
scientific article |
Statements
Elliptical families and copulas: tilting and premium; capital allocation (English)
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22 February 2011
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elliptical copula and family
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symmetric marginals
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elliptical copula tilting
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premium
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capital allocation
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